相关论文: Chronax: A Jax Library for Univariate Statistical …

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this…

The Laplace approximation provides a scalable and efficient means of quantifying weight-space uncertainty in deep neural networks, enabling the application of Bayesian tools such as predictive uncertainty and model selection via Occam's…

We present DrJAX, a JAX-based library designed to support large-scale distributed and parallel machine learning algorithms that use MapReduce-style operations. DrJAX leverages JAX's sharding mechanisms to enable native targeting of TPUs and…

Time series forecasting is not just numerical extrapolation, but often requires reasoning with unstructured contextual data such as news or events. While specialized Time Series Foundation Models (TSFMs) excel at forecasting based on…

Time series forecasting has seen considerable improvement during the last years, with transformer models and large language models driving advancements of the state of the art. Modern forecasting models are generally opaque and do not…

We present jax-cosmo, a library for automatically differentiable cosmological theory calculations. It uses the JAX library, which has created a new coding ecosystem, especially in probabilistic programming. As well as batch acceleration,…

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…

Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models. Existing benchmarks often have limited domain coverage or overlook real-world…

Mixed-precision training has emerged as an indispensable tool for enhancing the efficiency of neural network training in recent years. Concurrently, JAX has grown in popularity as a versatile machine learning toolbox. However, it currently…

Online updating of time series forecasting models aims to address the concept drifting problem by efficiently updating forecasting models based on streaming data. Many algorithms are designed for online time series forecasting, with some…

Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…

In the context of capacity planning, forecasting the evolution of informatics servers usage enables companies to better manage their computational resources. We address this problem by collecting key indicator time series and propose to…

Large batch jobs such as Deep Learning, HPC and Spark require far more computational resources and higher cost than conventional online service. Like the processing of other time series data, these jobs possess a variety of characteristics…

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

The rapid development in computing technology has paved the way for directive-based programming models towards a principal role in maintaining software portability of performance-critical applications. Efforts on such models involve a least…

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Modern time series classifiers display impressive predictive capabilities, yet their decision-making processes mostly remain black boxes to the user. At the same time, model-agnostic explainers, such as the recently proposed SHAP, promise…

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…